Search for dissertations about: "Financial Modelling"

Showing result 1 - 5 of 61 swedish dissertations containing the words Financial Modelling.

  2. 1. Understanding the relationships between bank-customer relations, financial advisory services and saving behavior

    Author : Cecilia Hermansson; Kent Eriksson; Lars Engwall; KTH; []
    Keywords : Saving behavior; consumer finance; consumer financial decision making; financial services; relationship marketing; exchange forms; saving motives; risk attitudes; financial literacy; Företagsekonomi; Business Studies;

    Abstract : While the saving environment has become more complex in recent years, so has the demand for individual activity. Important impetuses include financial deregulation, globalization, technological change, and reformed pension systems. READ MORE

  4. 2. On Statistical Aspects of Modelling Financial Volatility

    Author : Farrukh Javed; Statistiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Causality Dynamic conditional correlation Jumps Mixed-data-sampling Volatility;

    Abstract : This thesis is comprised of five papers that are all related to the subject of financial time series. We study statistical aspects of conditional heteroskedastic models commonly used in modelling financial volatility. Paper I discusses the performance of commonly known information criteria in the presence of various GARCH processes. READ MORE

  5. 3. Supply Chain Risk Management : Identification, Evaluation and Mitigation Techniques

    Author : S.Nurmaya Musa; Ou Tang; Jan Olhager; David Zhang; Linköpings universitet; []
    Keywords : Supply chain risk management; risk analysis; risk control; co-citation; system dynamics; modelling;

    Abstract : Supply chains have expanded rapidly over the decades, with the aim to increase productivity, lower costs and fulfil demands in emerging markets. The increasing complexity in a supply chain hinders visibility and consequently reduces one’s control over the process. READ MORE

  6. 4. Selected Topics in Mathematical Modelling: Machine Learning and Tugs-of-War

    Author : Carmina Fjellström; Kaj Nyström; Andrea Pascucci; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Machine learning; Neural networks; LSTM; Financial forecasting; Time series analysis; Stochastic gradient descent; Diffusion map; Dimension reduction; Tug-of-war games; Fractional heat operator; Mean value property; Infinity fractional heat operators; Dynamic programming principle; p-Laplacian; Infinity Laplacian; Kolmogorov equation; Stochastic games; Viscosity solutions; Tillämpad matematik och statistik; Applied Mathematics and Statistics;

    Abstract : This thesis concerns selected topics in mathematical modelling, namely in machine learning and stochastic games called tugs-of-war. It consists of four scientific articles. The first and second are about machine learning topics, while the third and fourth articles are about tug-of-war games. READ MORE

  7. 5. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE